+30.4%
URI vs STZ
+17.1%
+13.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | +5.3% | -11.3% | -6.7% |
| 30D | +4.6% | +19.6% | -15.0% | +1.4% |
| 3M | -2.7% | +10.0% | -12.7% | -4.1% |
| 6M | +18.4% | -0.3% | +18.6% | +19.8% |
| YTD | +37.4% | +8.6% | +28.8% | +33.2% |
| 1Y | +30.4% | +16.6% | +13.8% | +26.6% |
| All | +30.4% | +17.1% | +13.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling